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Report NEP-ECM-2022-08-08
This is the archive for NEP-ECM, a report on new working papers in the area of Econometrics. Sune Karlsson issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ECM
The following items were announced in this report:
- Vogt, M. & Walsh, C. & Linton, O., 2022, "CCE Estimation of High-Dimensional Panel Data Models with Interactive Fixed Effects," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2242, Jun.
- Tingting Cheng & Chaohua Dong & Jiti Gao & Oliver Linton, 2022, "GMM Estimation for High-Dimensional Panel Data Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/22.
- Jochem Huismans & Andrei Sirchenko & Jan Willem Nijenhuis, 2022, "A mixture of ordered probit models with endogenous switching between two latent classes," German Stata Users' Group Meetings 2022, Stata Users Group, number 02, Jun.
- Boyang You & Kerry Papps, 2022, "A Constructive GAN-based Approach to Exact Estimate Treatment Effect without Matching," Papers, arXiv.org, number 2206.06116, Jun.
- Young, Alwyn, 2022, "Consistency without inference: instrumental variables in practical application," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 115011, Aug.
- Yi Qian & Hui Xie & Anthony Koschmann, 2022, "Should Copula Endogeneity Correction Include Generated Regressors for Higher-order Terms? No, It Hurts," NBER Working Papers, National Bureau of Economic Research, Inc, number 29978, Apr.
- Alexandre Brouste & Christophe Dutang & Tom Rohmer, 2022, "A Closed-form Alternative Estimator for GLM with Categorical Explanatory Variables," Post-Print, HAL, number hal-03689206, Jun, DOI: 10.1080/03610918.2022.2076870.
- Yuehao Bai, 2022, "Optimality of Matched-Pair Designs in Randomized Controlled Trials," Papers, arXiv.org, number 2206.07845, Jun.
- Christian Tien, 2022, "Instrumented Common Confounding," Papers, arXiv.org, number 2206.12919, Jun, revised Sep 2022.
- Gregor Boehl, Felix Strobel, 2022, "Estimation of DSGE Models With the Effective Lower Bound," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2022_356, Jun.
- Gregor Boehl, 2022, "Ensemble MCMC Sampling for DSGE Models," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2022_355, Jun.
- Jushan Bai & Jiangtao Duan & Xu Han, 2022, "Likelihood ratio test for structural changes in factor models," Papers, arXiv.org, number 2206.08052, Jun, revised Dec 2023.
- Yong Cai & Ahnaf Rafi, 2022, "On the Performance of the Neyman Allocation with Small Pilots," Papers, arXiv.org, number 2206.04643, Jun, revised Jun 2024.
- Hjertstrand, Per, 2022, "Nonparametric Analysis of the Mixed-Demand Model," Working Paper Series, Research Institute of Industrial Economics, number 1430, May.
- Bodington, Jeff, 2021, "A Maximum Entropy Estimate of Uncertainty about a Wine Rating," Working Papers, American Association of Wine Economists, number 321847, DOI: 10.22004/ag.econ.321847.
- Frank Kleibergen & Zhaoguo Zhan, 2022, "Misspecification and Weak Identification in Asset Pricing," Papers, arXiv.org, number 2206.13600, Jun.
- Konstantin Gorgen & Abdolreza Nazemi & Melanie Schienle, 2022, "Robust Knockoffs for Controlling False Discoveries With an Application to Bond Recovery Rates," Papers, arXiv.org, number 2206.06026, Jun.
- Vladimir Skavysh & Sofia Priazhkina & Diego Guala & Thomas Bromley, 2022, "Quantum Monte Carlo for Economics: Stress Testing and Macroeconomic Deep Learning," Staff Working Papers, Bank of Canada, number 22-29, Jun, DOI: 10.34989/swp-2022-29.